diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 5df6979c..dcf8653c 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -272,7 +272,7 @@ def cs_navs(date: datetime.date = None, fund: str = "Serenitas"): def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"): - account = {"Serenitas": 923550, "BowdSt": 909271, "Selene": "1001279"} + account = {"Serenitas": 923550, "BowdSt": 909271, "Selene": 1001279} DATA_DIR = DAILY_DIR / fund / "JPM_reports" if date: glob_str = f"{date:%y%m%d}" @@ -282,7 +282,7 @@ def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"): d = {} for fname in g: pages = load_pdf(fname, pages=True) - df = load_positions(pages[4]) + df = load_positions(pages[4], 15 if fund == "BowdSt" else 25) date = datetime.datetime.strptime(fname.stem.split("-")[2], "%y%m%d").date() df["fx"] = df["Pay CCY"].apply(lambda s: get_fx(date, s)) df["local_navs"] = df["MTM Amount"] / df["fx"] |